+139.3%
GS vs ITOT
+59.4%
+79.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.8% |
| 7D | -3.2% | -2.7% | -0.5% | 0.0% |
| 30D | -2.4% | -5.2% | +2.8% | +4.0% |
| 3M | -15.7% | -4.4% | -11.4% | -11.0% |
| 6M | -6.8% | +0.4% | -7.2% | -6.4% |
| YTD | -0.1% | +8.8% | -8.8% | -7.9% |
| 1Y | +12.1% | +11.0% | +1.1% | +1.1% |
| 3Y | +185.8% | +74.4% | +111.3% | +66.2% |
| All | +139.3% | +59.4% | +79.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling